Charn Issara (Thailand) Market Value
| CI Stock | THB 0.35 0.01 2.94% |
| Symbol | Charn |
Charn Issara 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Charn Issara's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Charn Issara.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Charn Issara on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Charn Issara Development or generate 0.0% return on investment in Charn Issara over 30 days. Charn Issara is related to or competes with Major Development, Chewathai Public, Richy Place, Dhouse Pattana, Arinsiri Land, B 52, and JCK International. Charn Issara Development Public Company Limited, together with its subsidiaries, primarily engages in real estate develo... More
Charn Issara Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Charn Issara's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Charn Issara Development upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 22.16 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.23 |
Charn Issara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Charn Issara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Charn Issara's standard deviation. In reality, there are many statistical measures that can use Charn Issara historical prices to predict the future Charn Issara's volatility.| Risk Adjusted Performance | 0.0186 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (1.88) |
Charn Issara Development Backtested Returns
As of now, Charn Stock is out of control. Charn Issara Development secures Sharpe Ratio (or Efficiency) of 0.0306, which signifies that the company had a 0.0306 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Charn Issara Development, which you can use to evaluate the volatility of the firm. Please confirm Charn Issara's risk adjusted performance of 0.0186, and Mean Deviation of 1.96 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Charn Issara has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0213, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Charn Issara are expected to decrease at a much lower rate. During the bear market, Charn Issara is likely to outperform the market. Charn Issara Development right now shows a risk of 3.31%. Please confirm Charn Issara Development information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if Charn Issara Development will be following its price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Charn Issara Development has poor reverse predictability. Overlapping area represents the amount of predictability between Charn Issara time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Charn Issara Development price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Charn Issara price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Charn Issara Development lagged returns against current returns
Autocorrelation, which is Charn Issara stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Charn Issara's stock expected returns. We can calculate the autocorrelation of Charn Issara returns to help us make a trade decision. For example, suppose you find that Charn Issara has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Charn Issara regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Charn Issara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Charn Issara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Charn Issara stock over time.
Current vs Lagged Prices |
| Timeline |
Charn Issara Lagged Returns
When evaluating Charn Issara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Charn Issara stock have on its future price. Charn Issara autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Charn Issara autocorrelation shows the relationship between Charn Issara stock current value and its past values and can show if there is a momentum factor associated with investing in Charn Issara Development.
Regressed Prices |
| Timeline |
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Charn Issara financial ratios help investors to determine whether Charn Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Charn with respect to the benefits of owning Charn Issara security.